Martin Hoesli

Economics and Econometrics · 2001–2012

A researcher in the Science corpus: 12 papers; trusts 31 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Martin Hoesli trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Søren Johansen
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Andrew J. Patton
  5. Juan Carlos Meléndez Rodríguez
  6. Markus K. Brunnermeier
  7. Lieven Baele
  8. John M. Clapp
  9. Kristin J. Forbes
  10. F. Longin

Who trusts Martin Hoesli overall

  1. David C. Ling
  2. S. D. S. Salazar
  3. Elias Oikarinen
  4. Yan Kestens
  5. A. Naranjo
  6. Steven C. Bourassa
  7. K. Liow
  8. Stephen Lee

Papers from Martin Hoesli's perspective

Ordered by how strongly the researchers Martin Hoesli trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Extreme Correlation of International Equity Markets
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  7. Deciphering the Liquidity and Credit Crunch 2007-08
  8. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  9. A New Approach to Measuring Financial Contagion
  10. The Copula-GARCH model of conditional dependencies: An international stock market application

Their papers